+181.0%
MTB vs PAYC
+1,229.9%
-1,048.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | -4.2% | +32.8% | -36.9% | -9.8% |
| 3M | +8.9% | +69.3% | -60.4% | -2.6% |
| 6M | +10.9% | +74.0% | -63.1% | -2.0% |
| YTD | +21.5% | +46.4% | -24.9% | +10.8% |
| 1Y | +21.9% | +4.2% | +17.7% | +18.8% |
| 3Y | +109.2% | -19.7% | +129.0% | +106.9% |
| 5Y | +102.0% | -52.0% | +154.0% | +114.2% |
| 10Y | +171.9% | +356.9% | -185.0% | +97.4% |
| All | +181.0% | +1,229.9% | -1,048.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling